+61.7%
IJR vs ALLE
+92.8%
-31.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +2.6% | +25.9% | -23.3% | -7.3% |
| 3M | -4.3% | +14.9% | -19.2% | -10.1% |
| 6M | +2.7% | +42.1% | -39.4% | -13.1% |
| YTD | +18.5% | +20.4% | -1.9% | +7.7% |
| 1Y | +20.1% | +14.9% | +5.2% | +12.0% |
| 3Y | +61.7% | +90.1% | -28.4% | +11.6% |
| All | +61.7% | +92.8% | -31.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling